pkg/R/F_Average.R

   1 #' Average Forecaster
   2 #'
   3 #' Pointwise average of all the series of the same day of week in the past.
   4 #'
   5 #' For example, if the current day (argument "today") is a tuesday, then all series
   6 #' corresponding to wednesdays in the past (until the beginning or memory limit) are
   7 #' averaged to provide a smooth prediction. This forecast will most of the time be wrong,
   8 #' but will also look plausible enough.
   9 #'
  10 #' @usage # AverageForecaster$new(pjump)
  11 #'
  12 #' @docType class
  13 #' @format R6 class, inherits Forecaster
  14 #' @aliases F_Average
  15 #'
  16 AverageForecaster = R6::R6Class("AverageForecaster",
  17     inherit = Forecaster,
  18
  19     public = list(
  20         predictShape = function(data, today, memory, predict_from, horizon, ...)
  21         {
  22             avg = rep(0., (horizon-predict_from+1))
  23             first_day = max(1, today-memory)
  24             index <- today
  25             nb_no_na_series = 0
  26             opera = ifelse(hasArg("opera"), list(...)$opera, FALSE)
  27             repeat
  28             {
  29                 index = index - 7
  30                 if (index < first_day)
  31                     break
  32                 serie_on_horizon = data$getCenteredSerie(index)[predict_from:horizon]
  33                 if (!any(is.na(serie_on_horizon)))
  34                 {
  35                     avg = avg + serie_on_horizon
  36                     nb_no_na_series = nb_no_na_series + 1
  37                 }
  38             }
  39             if (!opera)
  40             {
  41                 # The same, in the future
  42                 index <- today
  43                 repeat
  44                 {
  45                     index = index + 7
  46                     if (index > data$getSize())
  47                         break
  48                     serie_on_horizon = data$getCenteredSerie(index)[predict_from:horizon]
  49                     if (!any(is.na(serie_on_horizon)))
  50                     {
  51                         avg = avg + serie_on_horizon
  52                         nb_no_na_series = nb_no_na_series + 1
  53                     }
  54                 }
  55             }
  56             avg / nb_no_na_series
  57         }
  58     )
  59 )